Optimization of Generalized Mean-Square Error in Noisy Linear Estimation

DOI10.1137/060676830MaRDI QIDQ3624869zbMATH OpenOpenAlexFDO

Authors William Hager, Jiangtao Luo

Publication date 30 April 2009

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/5eda8aed77385221374c4e27158ded6768c682d0

zbMATH Keywords

CDMA systemslinear Bayesian estimationmean-square errorMSEwireless communication

Mathematics Subject Classification ID

Bayesian inference (62F15) Hypothesis testing in multivariate analysis (62H15) Applications of statistics in engineering and industry; control charts (62P30) Communication networks in operations research (90B18)

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Cited in

(3)

• Optimization of generalized mean square error in signal processing and communication
• Optimal estimation of several linear parameters in the presence of Lorentzian thermal noise
• Estimation in Gaussian Noise: Properties of the Minimum Mean-Square Error

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